Yang Cao

Economics and Econometrics · with Liao · 2019

A researcher in the Science corpus: 1 paper; trusts 16 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Yang Cao trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Eric Ghysels
  2. Ole E. Barndorff-Nielsen
  3. Fulvio Corsi
  4. Torben G. Andersen
  5. Francis X. Diebold
  6. Clive G. Bowsher
  7. Rossen Valkanov

Papers from Yang Cao's perspective

Ordered by how strongly the researchers Yang Cao trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Power and bipower variation with stochastic volatility and jumps
  2. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  3. A Simple Approximate Long-Memory Model of Realized Volatility
  4. Why Do Absolute Returns Predict Volatility So Well
  5. Comparing Predictive Accuracy
  6. The Model of Confidence
  7. MIDAS Regressions: Further Results and New Directions
  8. The Impact of Oil Price Shocks on the U.S. Stock Market
  9. Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility (Review of Economics and Statistics)
  10. Testing Dependence Among Serially Correlated Multicategory Variables (Social Science Research Network)

Their papers